Title :
An algorithm for minimizing a differentiable function subject to box constraints
Author :
Brayton, R.K. ; Cullum, J.
Author_Institution :
IBM Thomas J. Watson Research Center, Yorktown Heights, New York
Abstract :
A quasi-Newton algorithm for minimizing a function subject to box constraints is described. Since our original motivation came from the optimization of electrical circuits, this algorithm is designed to tolerate errors in the function and gradient evaluations. Theorems are given to support the use of the symmetric rank one update.
Keywords :
Algorithm design and analysis; Approximation algorithms; Bibliographies; Books; Circuit synthesis; Convergence; Minimization methods; Symmetric matrices; Testing; Upper bound;
Conference_Titel :
Decision and Control including the 15th Symposium on Adaptive Processes, 1976 IEEE Conference on
Conference_Location :
Clearwater, FL, USA
DOI :
10.1109/CDC.1976.267781
